+896.9%
TSEM vs SITM
+4,507.3%
-3,610.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.6% |
| 7D | +10.4% | +8.4% | +2.1% | +8.3% |
| 30D | -12.9% | -17.4% | +4.5% | -8.5% |
| 3M | -9.2% | -9.8% | +0.7% | -6.2% |
| 6M | +98.8% | +83.0% | +15.8% | +73.0% |
| YTD | +87.2% | +69.6% | +17.6% | +65.6% |
| 1Y | +239.0% | +144.9% | +94.1% | +173.0% |
| 3Y | +679.5% | +429.9% | +249.6% | +409.0% |
| 5Y | +667.3% | +169.2% | +498.1% | +411.4% |
| All | +896.9% | +4,507.3% | -3,610.4% | +315.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SITM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling